com.github.vonrosen.quantlib

Class LogCubicZeroCurve

java.lang.Object

com.github.vonrosen.quantlib.YieldTermStructure

com.github.vonrosen.quantlib.LogCubicZeroCurve

public class LogCubicZeroCurve
extends YieldTermStructure

Field Summary

Fields inherited from class com.github.vonrosen.quantlib.YieldTermStructure

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
	LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter)
	LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar)
	LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogCubic i)
	LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogCubic i, Compounding compounding)
	LogCubicZeroCurve(DateVector dates, DoubleVector yields, DayCounter dayCounter, Calendar calendar, LogCubic i, Compounding compounding, Frequency frequency)
protected	LogCubicZeroCurve(long cPtr, boolean cMemoryOwn)

Method Summary

Modifier and Type	Method and Description
DoubleVector	data()
DateVector	dates()
void	delete()
protected void	finalize()
protected static long	getCPtr(LogCubicZeroCurve obj)
NodeVector	nodes()
DoubleVector	times()
DoubleVector	zeroRates()

Methods inherited from class com.github.vonrosen.quantlib.YieldTermStructure

__deref__, allowsExtrapolation, asObservable, calendar, dayCounter, disableExtrapolation, discount, discount, discount, discount, enableExtrapolation, forwardRate, forwardRate, forwardRate, forwardRate, forwardRate, forwardRate, getCPtr, isNull, maxDate, maxTime, referenceDate, zeroRate, zeroRate, zeroRate, zeroRate, zeroRate, zeroRate

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LogCubicZeroCurve

protected LogCubicZeroCurve(long cPtr,
                            boolean cMemoryOwn)

LogCubicZeroCurve

public LogCubicZeroCurve(DateVector dates,
                         DoubleVector yields,
                         DayCounter dayCounter,
                         Calendar calendar,
                         LogCubic i,
                         Compounding compounding,
                         Frequency frequency)

LogCubicZeroCurve

public LogCubicZeroCurve(DateVector dates,
                         DoubleVector yields,
                         DayCounter dayCounter,
                         Calendar calendar,
                         LogCubic i,
                         Compounding compounding)

LogCubicZeroCurve

public LogCubicZeroCurve(DateVector dates,
                         DoubleVector yields,
                         DayCounter dayCounter,
                         Calendar calendar,
                         LogCubic i)

LogCubicZeroCurve

public LogCubicZeroCurve(DateVector dates,
                         DoubleVector yields,
                         DayCounter dayCounter,
                         Calendar calendar)

LogCubicZeroCurve

public LogCubicZeroCurve(DateVector dates,
                         DoubleVector yields,
                         DayCounter dayCounter)

Method Detail

getCPtr

protected static long getCPtr(LogCubicZeroCurve obj)

finalize

protected void finalize()

Overrides:

finalize in class YieldTermStructure

delete

public void delete()

Overrides:

delete in class YieldTermStructure

times

public DoubleVector times()

data

public DoubleVector data()

dates

public DateVector dates()

zeroRates

public DoubleVector zeroRates()

nodes

public NodeVector nodes()